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CDC
2008
IEEE
186views Control Systems» more  CDC 2008»
15 years 10 months ago
Continuous-time behavioral portfolio selection
This paper formulates and studies a general continuous-time behavioral portfolio selection model under Kahneman and Tversky's (cumulative) prospect theory, featuring S-shaped...
Hanqing Jin, Xun Yu Zhou
118
Voted
HICSS
2007
IEEE
132views Biometrics» more  HICSS 2007»
15 years 10 months ago
Modeling the Economic Cost of Transmission Bottlenecks
— The purpose of this paper is to model the stochastic behavior of nodal prices and use the predicted price differences between zones as the basis for measuring the magnitude and...
Timothy D. Mount, Jaeuk Ju
SC
2005
ACM
15 years 9 months ago
Tera-Scalable Algorithms for Variable-Density Elliptic Hydrodynamics with Spectral Accuracy
We describe Miranda, a massively parallel spectral/compact solver for variabledensity incompressible flow, including viscosity and species diffusivity effects. Miranda utilizes...
Andrew W. Cook, William H. Cabot, Peter L. William...
131
Voted
SC
2005
ACM
15 years 9 months ago
Leading Computational Methods on Scalar and Vector HEC Platforms
The last decade has witnessed a rapid proliferation of superscalar cache-based microprocessors to build high-end computing (HEC) platforms, primarily because of their generality, ...
Leonid Oliker, Jonathan Carter, Michael F. Wehner,...
SPAA
2005
ACM
15 years 9 months ago
Randomization does not reduce the average delay in parallel packet switches
Switching cells in parallel is a common approach to build switches with very high external line rate and a large number of ports. A prime example is the parallel packet switch (in...
Hagit Attiya, David Hay